Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1342.00 | Gross profit | 1342.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 39.47 | |||
Absolute drawdown | 132.00 | Maximal drawdown | 587.00 (5.30%) | Relative drawdown | 5.30% (587.00) |
Total trades | 34 | Short positions (won %) | 19 (100.00%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 34 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 102.00 | loss trade | 0.00 | |
Average | profit trade | 39.47 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 34 (1342.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 1342.00 (34) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 34 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 20:40 | buy | 1 | 1.00 | 1.43490 | 0.00000 | 0.00000 | ||
2 | 2009.08.06 21:45 | close | 1 | 1.00 | 1.43525 | 0.00000 | 0.00000 | 35.00 | 10035.00 |
3 | 2009.08.06 21:47 | buy | 2 | 1.00 | 1.43541 | 0.00000 | 0.00000 | ||
4 | 2009.08.06 21:50 | close | 2 | 1.00 | 1.43562 | 0.00000 | 0.00000 | 21.00 | 10056.00 |
5 | 2009.08.06 21:52 | buy | 3 | 1.00 | 1.43565 | 0.00000 | 0.00000 | ||
6 | 2009.08.06 22:15 | close | 3 | 1.00 | 1.43590 | 0.00000 | 0.00000 | 25.00 | 10081.00 |
7 | 2009.08.18 10:00 | sell | 4 | 1.00 | 1.41257 | 0.00000 | 0.00000 | ||
8 | 2009.08.18 10:03 | close | 4 | 1.00 | 1.41195 | 0.00000 | 0.00000 | 62.00 | 10143.00 |
9 | 2009.08.18 10:13 | sell | 5 | 1.00 | 1.41203 | 0.00000 | 0.00000 | ||
10 | 2009.08.18 10:45 | close | 5 | 1.00 | 1.41189 | 0.00000 | 0.00000 | 14.00 | 10157.00 |
11 | 2009.08.18 11:00 | sell | 6 | 1.00 | 1.41275 | 0.00000 | 0.00000 | ||
12 | 2009.08.18 11:20 | close | 6 | 1.00 | 1.41256 | 0.00000 | 0.00000 | 19.00 | 10176.00 |
13 | 2009.08.18 11:22 | sell | 7 | 1.00 | 1.41281 | 0.00000 | 0.00000 | ||
14 | 2009.08.18 11:27 | close | 7 | 1.00 | 1.41266 | 0.00000 | 0.00000 | 15.00 | 10191.00 |
15 | 2009.08.18 11:30 | sell | 8 | 1.00 | 1.41237 | 0.00000 | 0.00000 | ||
16 | 2009.08.18 11:45 | close | 8 | 1.00 | 1.41210 | 0.00000 | 0.00000 | 27.00 | 10218.00 |
17 | 2009.08.18 11:47 | sell | 9 | 1.00 | 1.41203 | 0.00000 | 0.00000 | ||
18 | 2009.08.18 11:50 | close | 9 | 1.00 | 1.41127 | 0.00000 | 0.00000 | 76.00 | 10294.00 |
19 | 2009.08.18 11:52 | sell | 10 | 1.00 | 1.41141 | 0.00000 | 0.00000 | ||
20 | 2009.08.18 13:15 | close | 10 | 1.00 | 1.41096 | 0.00000 | 0.00000 | 45.00 | 10339.00 |
21 | 2009.08.19 02:20 | sell | 11 | 1.00 | 1.41474 | 0.00000 | 0.00000 | ||
22 | 2009.08.19 03:15 | close | 11 | 1.00 | 1.41438 | 0.00000 | 0.00000 | 36.00 | 10375.00 |
23 | 2009.08.19 03:32 | sell | 12 | 1.00 | 1.41466 | 0.00000 | 0.00000 | ||
24 | 2009.08.19 03:40 | close | 12 | 1.00 | 1.41432 | 0.00000 | 0.00000 | 34.00 | 10409.00 |
25 | 2009.08.19 07:00 | sell | 13 | 1.00 | 1.41536 | 0.00000 | 0.00000 | ||
26 | 2009.08.19 07:05 | close | 13 | 1.00 | 1.41514 | 0.00000 | 0.00000 | 22.00 | 10431.00 |
27 | 2009.08.19 07:07 | sell | 14 | 1.00 | 1.41537 | 0.00000 | 0.00000 | ||
28 | 2009.08.19 07:10 | close | 14 | 1.00 | 1.41463 | 0.00000 | 0.00000 | 74.00 | 10505.00 |
29 | 2009.08.19 07:12 | sell | 15 | 1.00 | 1.41460 | 0.00000 | 0.00000 | ||
30 | 2009.08.19 07:15 | close | 15 | 1.00 | 1.41386 | 0.00000 | 0.00000 | 74.00 | 10579.00 |
31 | 2009.08.19 07:17 | sell | 16 | 1.00 | 1.41384 | 0.00000 | 0.00000 | ||
32 | 2009.08.19 07:20 | close | 16 | 1.00 | 1.41284 | 0.00000 | 0.00000 | 100.00 | 10679.00 |
33 | 2009.08.19 07:22 | sell | 17 | 1.00 | 1.41307 | 0.00000 | 0.00000 | ||
34 | 2009.08.19 07:27 | close | 17 | 1.00 | 1.41290 | 0.00000 | 0.00000 | 17.00 | 10696.00 |
35 | 2009.08.25 01:00 | buy | 18 | 1.00 | 1.42906 | 0.00000 | 0.00000 | ||
36 | 2009.08.25 01:15 | close | 18 | 1.00 | 1.42939 | 0.00000 | 0.00000 | 33.00 | 10729.00 |
37 | 2009.08.25 01:45 | buy | 19 | 1.00 | 1.42889 | 0.00000 | 0.00000 | ||
38 | 2009.08.25 01:59 | close | 19 | 1.00 | 1.42915 | 0.00000 | 0.00000 | 26.00 | 10755.00 |
39 | 2009.08.25 03:00 | buy | 20 | 1.00 | 1.42847 | 0.00000 | 0.00000 | ||
40 | 2009.08.25 03:20 | close | 20 | 1.00 | 1.42900 | 0.00000 | 0.00000 | 53.00 | 10808.00 |
41 | 2009.08.25 03:22 | buy | 21 | 1.00 | 1.42897 | 0.00000 | 0.00000 | ||
42 | 2009.08.25 03:50 | close | 21 | 1.00 | 1.42915 | 0.00000 | 0.00000 | 18.00 | 10826.00 |
43 | 2009.08.25 03:52 | buy | 22 | 1.00 | 1.42919 | 0.00000 | 0.00000 | ||
44 | 2009.08.25 04:07 | close | 22 | 1.00 | 1.42942 | 0.00000 | 0.00000 | 23.00 | 10849.00 |
45 | 2009.08.25 09:50 | buy | 23 | 1.00 | 1.42816 | 0.00000 | 0.00000 | ||
46 | 2009.08.25 11:10 | close | 23 | 1.00 | 1.42856 | 0.00000 | 0.00000 | 40.00 | 10889.00 |
47 | 2009.09.14 08:02 | buy | 24 | 1.00 | 1.45293 | 0.00000 | 0.00000 | ||
48 | 2009.09.14 08:10 | close | 24 | 1.00 | 1.45322 | 0.00000 | 0.00000 | 29.00 | 10918.00 |
49 | 2009.09.14 08:12 | buy | 25 | 1.00 | 1.45336 | 0.00000 | 0.00000 | ||
50 | 2009.09.14 08:15 | close | 25 | 1.00 | 1.45365 | 0.00000 | 0.00000 | 29.00 | 10947.00 |
51 | 2009.09.14 08:17 | buy | 26 | 1.00 | 1.45379 | 0.00000 | 0.00000 | ||
52 | 2009.09.14 08:20 | close | 26 | 1.00 | 1.45408 | 0.00000 | 0.00000 | 29.00 | 10976.00 |
53 | 2009.09.14 08:22 | buy | 27 | 1.00 | 1.45407 | 0.00000 | 0.00000 | ||
54 | 2009.09.14 08:50 | close | 27 | 1.00 | 1.45494 | 0.00000 | 0.00000 | 87.00 | 11063.00 |
55 | 2009.09.14 08:52 | buy | 28 | 1.00 | 1.45463 | 0.00000 | 0.00000 | ||
56 | 2009.09.14 09:20 | close | 28 | 1.00 | 1.45480 | 0.00000 | 0.00000 | 17.00 | 11080.00 |
57 | 2009.09.18 09:02 | buy | 29 | 1.00 | 1.47050 | 0.00000 | 0.00000 | ||
58 | 2009.09.18 11:50 | close | 29 | 1.00 | 1.47088 | 0.00000 | 0.00000 | 38.00 | 11118.00 |
59 | 2009.09.30 08:00 | sell | 30 | 1.00 | 1.46319 | 0.00000 | 0.00000 | ||
60 | 2009.09.30 08:15 | close | 30 | 1.00 | 1.46283 | 0.00000 | 0.00000 | 36.00 | 11154.00 |
61 | 2009.09.30 08:17 | sell | 31 | 1.00 | 1.46281 | 0.00000 | 0.00000 | ||
62 | 2009.09.30 08:20 | close | 31 | 1.00 | 1.46179 | 0.00000 | 0.00000 | 102.00 | 11256.00 |
63 | 2009.09.30 08:22 | sell | 32 | 1.00 | 1.46203 | 0.00000 | 0.00000 | ||
64 | 2009.09.30 08:30 | close | 32 | 1.00 | 1.46183 | 0.00000 | 0.00000 | 20.00 | 11276.00 |
65 | 2009.09.30 08:32 | sell | 33 | 1.00 | 1.46152 | 0.00000 | 0.00000 | ||
66 | 2009.09.30 09:15 | close | 33 | 1.00 | 1.46111 | 0.00000 | 0.00000 | 41.00 | 11317.00 |
67 | 2009.09.30 13:50 | sell | 34 | 1.00 | 1.46348 | 0.00000 | 0.00000 | ||
68 | 2009.09.30 14:15 | close | 34 | 1.00 | 1.46323 | 0.00000 | 0.00000 | 25.00 | 11342.00 |